Parallel solution of American option derivatives on GPU clusters (Q2629425)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel solution of American option derivatives on GPU clusters |
scientific article |
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Parallel solution of American option derivatives on GPU clusters (English)
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6 July 2016
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parallel asynchronous algorithms
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subdomain method
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large scale obstacle problems
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finance
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GPU clusters
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CUDA
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